Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 65'000 | 65'000 | 35'756 | 35'756 | 27'518 CHF | 27'877 CHF | 99.90% | 99.90% |
19.11.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 65'000 | 65'000 | 35'868 | 35'868 | 28'615 CHF | 28'975 CHF | 98.91% | 98.91% |
18.11.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 65'000 | 65'000 | 35'737 | 35'737 | 31'637 CHF | 31'996 CHF | 99.59% | 99.59% |
15.11.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 65'000 | 65'000 | 35'701 | 35'701 | 32'755 CHF | 33'113 CHF | 99.89% | 99.89% |
14.11.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 65'000 | 65'000 | 36'260 | 36'260 | 34'428 CHF | 34'792 CHF | 98.84% | 98.84% |
13.11.2024 | 1.17% | 0.92 CHF | 0.93 CHF | 65'000 | 65'000 | 35'806 | 35'806 | 31'456 CHF | 31'814 CHF | 100.00% | 100.00% |
12.11.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 65'000 | 65'000 | 33'385 | 33'385 | 29'107 CHF | 29'442 CHF | 100.00% | 100.00% |
11.11.2024 | 1.42% | 0.81 CHF | 0.82 CHF | 65'000 | 65'000 | 35'514 | 35'514 | 26'434 CHF | 26'793 CHF | 99.93% | 99.93% |
08.11.2024 | 2.80% | 0.66 CHF | 0.67 CHF | 65'000 | 65'000 | 24'621 | 24'621 | 16'295 CHF | 16'565 CHF | 100.00% | 100.00% |
07.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 28'763 | 28'763 | 18'853 CHF | 19'142 CHF | 98.68% | 98.68% |